Foundations of quantitative finance : book 1 : measure spaces and measurable functions /
Robert R. Reitano.
- First edition.
- xvii, 257 pages ; 26 cm.
- Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references and index.
The notion of measure 0 -- Lebesgue measure on R -- Measurable functions -- Littlewood's three principles -- Borel measures on R -- Measures by extension -- Finite products of measure spaces -- Borel measures on R -- Infinite product spaces.